+13.5%
STM vs CPNG
+5.8%
+7.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | -5.6% | +11.7% | -17.3% | -9.0% |
| 30D | -14.4% | +3.8% | -18.2% | -15.6% |
| 3M | -20.5% | +1.2% | -21.6% | -21.3% |
| 6M | -24.5% | -3.3% | -21.2% | -25.1% |
| YTD | +72.7% | -30.4% | +103.1% | +89.9% |
| 1Y | +91.0% | -43.1% | +134.2% | +125.9% |
| 3Y | +13.5% | +8.2% | +5.3% | +9.8% |
| All | +13.5% | +5.8% | +7.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling